Indicator Fractional Stable Motions
نویسنده
چکیده
Abstract Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric α-stable motions called local time fractional stable motions. When α = 2, these processes are precisely fractional Brownian motions with 1/2 < H < 1. Motivated by random walks in alternating scenery, we find a complementary family of symmetric α-stable motions which we call indicator fractional stable motions. These processes are complementary to local time fractional stable motions in that when α= 2, one gets fractional Brownian motions with 0< H < 1/2.
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